CME Pit-Traded Soybean Future May 2010

Trading Metrics calculated at close of trading on 17-Nov-2009

Day Change Summary
	Previous	Current
	16-Nov-2009	17-Nov-2009	Change	Change %	Previous Week
Open	1010-0	1012-0	2-0	0.2%	973-0
High	1018-0	1039-0	21-0	2.1%	1013-0
Low	1008-0	1012-0	4-0	0.4%	962-0
Close	1018-2	1038-0	19-6	1.9%	995-6
Range	10-0	27-0	17-0	170.0%	51-0
ATR
Volume	6,678	7,110	432	6.5%	40,940

Daily Pivots for day following 17-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	1110-5	1101-3	1052-7
R3	1083-5	1074-3	1045-3
R2	1056-5	1056-5	1043-0
R1	1047-3	1047-3	1040-4	1052-0
PP	1029-5	1029-5	1029-5	1032-0
S1	1020-3	1020-3	1035-4	1025-0
S2	1002-5	1002-5	1033-0
S3	975-5	993-3	1030-5
S4	948-5	966-3	1023-1

Weekly Pivots for week ending 13-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	1143-2	1120-4	1023-6
R3	1092-2	1069-4	1009-6
R2	1041-2	1041-2	1005-1
R1	1018-4	1018-4	1000-3	1029-7
PP	990-2	990-2	990-2	996-0
S1	967-4	967-4	991-1	978-7
S2	939-2	939-2	986-3
S3	888-2	916-4	981-6
S4	837-2	865-4	967-6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1039-0	977-0	62-0	6.0%	14-7	1.4%	98%	True	False	7,950
10	1039-0	962-0	77-0	7.4%	13-6	1.3%	99%	True	False	8,895

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2-4
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1153-6
2.618	1109-5
1.618	1082-5
1.000	1066-0
0.618	1055-5
HIGH	1039-0
0.618	1028-5
0.500	1025-4
0.382	1022-3
LOW	1012-0
0.618	995-3
1.000	985-0
1.618	968-3
2.618	941-3
4.250	897-2

Fisher Pivots for day following 17-Nov-2009
Pivot	1 day	3 day
R1	1033-7	1031-5
PP	1029-5	1025-3
S1	1025-4	1019-0

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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